Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 74 | — |
| Standard deviation | 0.58 | — |
| Sharpe ratio | -2.08 | — |
| Treynor ratio | -0.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 71 | — |
| Standard deviation | 0.76 | — |
| Sharpe ratio | -2.19 | — |
| Treynor ratio | -0.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 47 | — |
| Standard deviation | 0.63 | — |
| Sharpe ratio | -2.07 | — |
| Treynor ratio | -0.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |